CME Swiss Franc Future March 2025


Trading Metrics calculated at close of trading on 28-Jun-2024
Day Change Summary
Previous Current
27-Jun-2024 28-Jun-2024 Change Change % Previous Week
Open 1.1476 1.1476 0.0001 0.0% 1.1554
High 1.1476 1.1476 0.0001 0.0% 1.1554
Low 1.1476 1.1473 -0.0003 0.0% 1.1473
Close 1.1476 1.1476 0.0001 0.0% 1.1476
Range 0.0000 0.0004 0.0004 0.0081
ATR 0.0041 0.0038 -0.0003 -6.5% 0.0000
Volume
Daily Pivots for day following 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1485 1.1484 1.1478
R3 1.1482 1.1481 1.1477
R2 1.1478 1.1478 1.1477
R1 1.1477 1.1477 1.1476 1.1478
PP 1.1475 1.1475 1.1475 1.1475
S1 1.1474 1.1474 1.1476 1.1474
S2 1.1471 1.1471 1.1475
S3 1.1468 1.1470 1.1475
S4 1.1464 1.1467 1.1474
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1744 1.1691 1.1521
R3 1.1663 1.1610 1.1498
R2 1.1582 1.1582 1.1491
R1 1.1529 1.1529 1.1483 1.1515
PP 1.1501 1.1501 1.1501 1.1494
S1 1.1448 1.1448 1.1469 1.1434
S2 1.1420 1.1420 1.1461
S3 1.1339 1.1367 1.1454
S4 1.1258 1.1286 1.1431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1554 1.1473 0.0081 0.7% 0.0001 0.0% 4% False True
10 1.1670 1.1473 0.0198 1.7% 0.0011 0.1% 2% False True
20 1.1670 1.1390 0.0281 2.4% 0.0018 0.2% 31% False False 2
40 1.1670 1.1296 0.0375 3.3% 0.0015 0.1% 48% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1491
2.618 1.1485
1.618 1.1482
1.000 1.1480
0.618 1.1478
HIGH 1.1476
0.618 1.1475
0.500 1.1474
0.382 1.1474
LOW 1.1473
0.618 1.1470
1.000 1.1469
1.618 1.1467
2.618 1.1463
4.250 1.1458
Fisher Pivots for day following 28-Jun-2024
Pivot 1 day 3 day
R1 1.1475 1.1484
PP 1.1475 1.1482
S1 1.1474 1.1479

These figures are updated between 7pm and 10pm EST after a trading day.

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